Pegorino's main goal was to see his family being named part of the Liberty City Cosa Nostra "Commission". The main five Mafia families of Liberty City (the Ancelotti, Pavano, Messina, Gambetti and Lupisella families) thought that the Pegorinos are nothing more than a South Alderney gang.

Pegorino had Niko accompany him to a truce meeting with the Pavano Family, but was cagey enough to have Niko watch over the meeting with a sniper. Pegorino's gut instincts were proved correct, as the Pavano's opened fire on Pegorino and his associates Big Pete and Marco, killing the younger men. The wounded and fuming Pegorino had Niko chase down his assailants, killing them and retrieving the truce offer. As revenge, Pegorino had Niko shoot up a Pavano cash pick-up at AutoEroticar in Leftwood, Alderney.

Much to Pegorino's distress, his trusted bodyguard, Anthony Corrado, had 'flipped' and had been wearing a wire for the Goverment. Pegorino called Corrado, who then had a heart attack but survived. A paranoid Pegorino then held an arriving Niko at gunpoint with a shotgun, challenging Niko's loyalty. He then ordered Niko to kill Corrado at the hospital, which Niko duly did.

Later on, Pegorino had to decide who in his Family is a traitor and eventually had Niko kill his Capo, Ray Boccino, whom he did not trust. Pegorino then ordered Niko to take part in a drug deal with his old nemesis, Dimitri Rascalov. Niko then had to decide on what to do next.

In the "Revenge" storyline, Pegorino killed Kate McReary at the wedding of Mallorie and Roman Bellic in retaliation for Niko ruining the drug deal by killing Rascalov, thus taking the role of the final boss of the game. Soon after, he was killed by Niko after a lengthy chase and shootout (with some assistance from Niko's cousin Roman and his friend Jacob Hughes), culminating in Pegorino's death at the base of the Statue of Happiness on Happiness Island.

After being shot down, a dying Pegorino is approached by Niko, furious over Kate McReary's death. Niko then asks what did Kate do to harm you, Jimmy then says that he wanted Niko, who calls him a "imergrant dipshit" He also says that he has all of the top orders, he says that he's the main boss.Niko subsequently mentions his deals with Jon Gravelli, and how the latter thought of Pegorino's organization as a "fat fucking joke." Niko turns away laughing. Pegorino raises his pistol, hoping to use the moment to kill Niko, who casually turns back around, ending Pegorino's life with a single shot from his AK-47 right between the eyes.

In the "Deal" storyline, he was killed by Rascalov in the final mission, just as Niko and Jacob arrive to take revenge on both Dimitri and Jimmy for Roman's death at the wedding.